Death comes to us all. Life's but a walking shadow | Does anyone have access to historical volume & open interest numbers as well as price on a relatively fine scale, say at hour intervals? I would be interested in studying those numbers during the week or so before a big movement in order to see if there is any signal that gives it away. The reason I ask is because some here are complaining that the market isn't listen to all the recent bad weather. I feel that one reason the traders don't respond sooner is simply because: One, they don't have to and Two: they want the market to "coil up" a bit so that a reversal is less likely. Remember, today the big traders can make their whole trade in few seconds, there's no danger of anyone knowing before hand.
Does the fact that the daily volume is as large or larger than the open interest serve to hid movement? |